-22.1%
WULF vs AEM
+17.3%
-39.3%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +9.7% | -16.3% | -13.5% |
| 7D | -12.8% | +0.2% | -13.0% | -13.5% |
| 30D | -20.9% | +0.1% | -21.0% | -20.8% |
| 3M | -38.0% | +22.1% | -60.1% | -47.3% |
| 6M | -47.5% | +2.4% | -49.9% | -48.9% |
| YTD | +1.8% | +8.9% | -7.1% | -12.5% |
| 1Y | -22.1% | +18.7% | -40.8% | -42.4% |
| All | -22.1% | +17.3% | -39.3% | -42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded AEM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling